Systematic Equity Stat Arb Quantitative Researcher
A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.
Key Responsibilities
- Conduct alpha research, backtesting, and implementation of systematic stat arb strategies
- Design and develop new quantitative trading models across global equity markets
- Optimize portfolio construction and enhance existing trading strategies
- Leverage big data and machine learning techniques to uncover new signals
- Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment
Ideal Candidate Profile
- 5+ years of experience developing systematic statistical arbitrage strategies in equity markets
- Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university
- Strong foundation in mathematics, statistics and signal generation techniques
- Proficient in Python and/or C++ for research and model implementation
- Experience with backtesting, simulation frameworks and large-scale data analysis
- Exposure to machine learning and alternative data is a strong plus
Quantitative Researcher in New York City Metropolitan Area at Anson McCade
This position is listed as full time and onsite. It was posted today.